Equity quantile upper and lower swaps
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DOI: 10.1080/14697688.2011.630327
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References listed on IDEAS
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- Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
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